Closed palisn closed 5 months ago
As a replacement for the AUC, one could also consider some kind of distance function that would promote confidence, like a normalized Euclidean distance.
As a replacement for the AUC, one could also consider some kind of distance function that would promote confidence, like a normalized Euclidean distance.
For now, we opt for the average ~Manhattan distance~ absolute difference from the actual label converted to a suitable metric from 0 to 1 instead of AUC. This is mostly due to complications with the implementation of the metric, where AUC and a normalized Euclidean distance are not reasonably easy to integrate. We decided to finish the metric with our current implementation and allow for future changes because we wanted to choose it quickly.
The combined metric for now is a weighted average with the following composition | Weight (%) | Metric |
---|---|---|
60 | fbeta mit $\beta = 2$ |
|
20 | binary_accuracy |
|
10 | precision |
|
10 | inv_distance |
where, if $\overline{d}$ is the average difference between the prediction and the actual label, inv_distance
is defined as
$\texttt{inv\_distance} = \text{clip}(1 - 2 \cdot \overline{d}, 0, 1)$.
Commit 42ef6e4db30e485756bef918f6e0615aa341d3b2 resolves this issue.
This is related #7.
A single value metric for more straight-forward model optimization should be introduced. The metric should be a single value composed of multiple weighted desired properties and result in a good estimation of how well the model fits our criteria.
A possible composition might include:
Further considerations concerning the metric include: